Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51568.37 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48369.31 Kr¶

PnL: ---------------------------------------> -718.26 Kr¶

DD now: ---------------------------------> -0.724 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:23:35.767722'

Anic Portfolio¶

Today¶

Return: -0.636 %¶

This Week¶

Return: 8.503 %¶

Total¶

Return: 68.822 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.790000 768.000000 95.000000 14.120000 673.000000
Nordea Bank Abp 29 -0.410000 3520.600000 66.600000 1.930000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.180000 595.560000 38.560000 6.920000 557.000004
Swedbank A 3 1.880000 602.100000 38.100000 6.760000 564.000000
Resurs Holding 22 0.330000 610.940000 36.940000 6.440000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.030000 383.200000 28.200000 7.940000 355.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Intrum 4 0.670000 543.000000 16.000000 3.040000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 -0.290000 553.600000 10.600000 1.950000 543.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Securitas B 6 -1.370000 571.200000 1.200000 0.210000 570.000000
Corem Property Group B 59 -0.610000 577.910000 0.910000 0.160000 576.999999
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Essity B 2 -0.910000 545.000000 -29.000000 -5.050000 574.000000
CTEK 13 -1.980000 496.470000 -37.530000 -7.030000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -2.600000 552.950000 -60.050000 -9.800000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.990000 1764.400000 -224.600000 -11.290000 1989.000002
Axfood 15 0.260000 4056.000000 -244.000000 -5.670000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48369.310000 -718.260000 -0.72387% 49087.564636

Updated:¶

'2023-01-31 14:23:48.990598'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶